Upvote:3
I have answered yes to this entering the US, and was asked a few more questions (I had actually been to 4 farms on the Friday and was travelling on a Sunday) eventually leading to "were you wearing those shoes?" On getting a no, I was waved through.
While the actions of border officials can be hard to predict, I think that "to be detained, missing a connecting flight and potentially having thousands of dollars in extra costs associated with buying last-minute replacement airfare" is a highly unlikely outcome of checking yes on the form. The cheapest insurance you can buy in this case would be a new pair of shoes (assuming you currently only have one) so that you can confirm you are not wearing or bringing the shoes that were on the farm.